+73.0%
LMT vs ULTA
+44.7%
+28.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.2% |
| 7D | -0.2% | -3.1% | +2.9% | -0.1% |
| 30D | -13.1% | +2.8% | -15.9% | -13.2% |
| 3M | -3.9% | +14.8% | -18.6% | -4.4% |
| 6M | -18.3% | -16.2% | -2.0% | -17.9% |
| YTD | +10.3% | -9.6% | +20.0% | +10.6% |
| 1Y | +14.2% | +4.8% | +9.5% | +13.9% |
| 3Y | +35.0% | +30.7% | +4.3% | +33.5% |
| All | +73.0% | +44.7% | +28.4% | +66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ULTA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling